+308.7%
SPGI vs URA
+356.0%
-47.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +0.1% | +1.1% | -0.9% | -0.1% |
| 30D | +8.4% | +7.4% | +1.0% | +6.6% |
| 3M | +11.8% | -8.4% | +20.2% | +13.0% |
| 6M | +5.7% | -12.7% | +18.4% | +7.0% |
| YTD | -9.7% | +7.8% | -17.5% | -13.6% |
| 1Y | -12.5% | +19.5% | -31.9% | -19.7% |
| 3Y | +21.8% | +116.4% | -94.6% | -8.3% |
| 5Y | +8.2% | +134.3% | -126.1% | -24.4% |
| All | +308.7% | +356.0% | -47.3% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling